They don't need to be the same mesh (connected with edges, faces etc), in fact they shouldn't be, if they are going to move mechanically. The solar system tuts should show proper parenting, and that should get you going on the basic motion of the ride. Worry about the gears later. In fact, I would look into parenting and grouping before you start modelling the rest of the ride, because that will help you stay organized and anticipate the animation before you get there.